Related papers: Why random matrices share universal processes with…
Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…
We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
Random Ising systems on a general hierarchical lattice with both, random fields and random bonds, are considered. Rigorous inequalities between eigenvalues of the Jacobian renormalization matrix at the pure fixed point are obtained. These…
The application of random matrix theory to scattering requires introduction of system-specific information. This paper shows that the average impedance matrix, which characterizes such system-specific properties, can be semiclassically…
Consider the random matrix obtained from the adjacency matrix of a random d-regular graph by multiplying every entry by a random sign. The largest eigenvalue converges, after proper scaling, to the Tracy--Widom distribution.
A simple model for open quantum systems is analyzed with Random Matrix Theory. The system is coupled to the continuum in a minimal way. In this paper we see the effect of opening the system on the level statistics, in particular the…
We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…
Numerical simulations of a simple reaction--diffusion model reveal a surprising variety of irregular spatio--temporal patterns. These patterns arise in response to finite--amplitude perturbations. Some of them resemble the steady irregular…
In this note, we recall the definition of the binary branching model with Moran type interactions (BBMMI) introduced in [8]. In this interacting particle system, particles evolve, reproduce and die independently and, with a probability that…
Dynamical reaction-diffusion processes and meta-population models are standard modeling approaches for a wide variety of phenomena in which local quantities - such as density, potential and particles - diffuse and interact according to the…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
We consider systems of agents interacting through topological interactions. These have been shown to play an important part in animal andhuman behavior. Precisely, the system consists of a finite number of particles characterized by their…
Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise,…
This contribution describes a statistical model for decaying quantum systems (e.g. photo-dissociation or -ionization). It takes the interference between direct and indirect decay processes explicitely into account. The resulting expressions…
We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…
In this letter, we report a numerical study on the collective dynamics of two mutually coupled Thomas oscillators with linear/nonlinear coupling in a dynamic environment. We claim our model calculations can explain the diffusion of…
Except the Toeplitz and Hankel matrices, the common patterned matrices for which the limiting spectral distribution (LSD) are known to exist, share a common property--the number of times each random variable appears in the matrix is (more…
In the series of models with interacting particles in stochastic geometry, a new contribution presents the facet process which is defined in arbitrary Euclidean dimension. In 2D, 3D specially it is a process of interacting segments, flat…